+1,505.9%
ASTS vs HUT
+699.5%
+806.4%
-68.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +6.2% | -5.9% | -2.1% |
| 7D | +7.3% | +17.8% | -10.4% | +0.5% |
| 30D | -8.9% | +0.8% | -9.7% | -10.1% |
| 3M | -41.9% | -26.8% | -15.1% | -36.6% |
| 6M | -40.6% | +72.6% | -113.2% | -55.3% |
| YTD | -14.2% | +103.6% | -117.8% | -39.8% |
| 1Y | +48.9% | +265.3% | -216.4% | -18.4% |
| All | +1,505.9% | +699.5% | +806.4% | +385.4% |
Cumulative growth
Daily Returns
Daily percentage return beside HUT.
Daily Out/Under-Performance
Portfolio return minus HUT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HUT return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded HUT wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling